Jx-WFST : A Wrapper Feature Selection Toolbox

March 4, 2021 · View on GitHub

"Toward Talent Scientist: Sharing and Learning Together" --- Jingwei Too

Wheel

Introduction

This toolbox offers more than 40 wrapper feature selection methods
The A_Main file provides the examples of how to apply these methods on benchmark dataset
Source code of these methods are written based on pseudocode & paper
Main goals of this toolbox are:
- Knowledge sharing on wrapper feature selection
- Assists others in data mining projects

Usage

The main function jfs is adopted to perform feature selection. You may switch the algorithm by changing the 'pso' to other abbreviations

If you wish to use particle swarm optimization ( see example 1 ) then you may write

FS = jfs('pso',feat,label,opts);

If you want to use slime mould algorithm ( see example 2 ) then you may write

FS = jfs('sma',feat,label,opts);

Input

feat : feature vector matrix ( Instance x Features )
label : label matrix ( Instance x 1 )
opts : parameter settings
- N : number of solutions / population size ( for all methods )
- T : maximum number of iterations ( for all methods )
- k : k-value in k-nearest neighbor

Output

Acc : accuracy of validation model
FS : feature selection model ( It contains several results )
- sf : index of selected features
- ff : selected features
- nf : number of selected features
- c : convergence curve
- t : computational time (s)

Notation

Some methods have their specific parameters ( example: PSO, GA, DE ), and if you do not set them then they will be defined as default settings

you may open the m.file to view or change the parameters
you may use opts to set the parameters of method ( see example 1 or refer here )
you may also change the fitness function in jFitnessFunction file

Example 1 : Particle Swarm Optimization ( PSO )

% Common parameter settings
opts.k  = 5;      % Number of k in K-nearest neighbor
opts.N  = 10;     % number of solutions
opts.T  = 100;    % maximum number of iterations
% Parameters of PSO
opts.c1 = 2;
opts.c2 = 2;
opts.w  = 0.9;

% Load dataset
load ionosphere.mat;

% Ratio of validation data
ho = 0.2;
% Divide data into training and validation sets
HO = cvpartition(label,'HoldOut',ho); 
opts.Model = HO; 

% Perform feature selection 
FS = jfs('pso',feat,label,opts);

% Define index of selected features
sf_idx = FS.sf;

% Accuracy  
Acc = jknn(feat(:,sf_idx),label,opts); 

% Plot convergence
plot(FS.c); grid on;
xlabel('Number of Iterations'); 
ylabel('Fitness Value');
title('PSO');

Example 2 : Slime Mould Algorithm ( SMA )

% Common parameter settings
opts.k  = 5;      % Number of k in K-nearest neighbor
opts.N  = 10;     % number of solutions
opts.T  = 100;    % maximum number of iterations

% Load dataset
load ionosphere.mat; 

% Ratio of validation data
ho = 0.2;
% Divide data into training and validation sets
HO = cvpartition(label,'HoldOut',ho); 
opts.Model = HO; 

% Perform feature selection 
FS = jfs('sma',feat,label,opts);

% Define index of selected features
sf_idx = FS.sf;

% Accuracy  
Acc = jknn(feat(:,sf_idx),label,opts); 

% Plot convergence
plot(FS.c); grid on; 
xlabel('Number of Iterations');
ylabel('Fitness Value'); 
title('SMA');

Example 3 : Whale Optimization Algorithm ( WOA )

% Common parameter settings
opts.k  = 5;      % Number of k in K-nearest neighbor
opts.N  = 10;     % number of solutions
opts.T  = 100;    % maximum number of iterations
% Parameter of WOA
opts.b = 1;

% Load dataset
load ionosphere.mat; 

% Ratio of validation data
ho = 0.2;
% Divide data into training and validation sets
HO = cvpartition(label,'HoldOut',ho); 
opts.Model = HO; 

% Perform feature selection 
FS = jfs('woa',feat,label,opts);

% Define index of selected features
sf_idx = FS.sf;

% Accuracy  
Acc = jknn(feat(:,sf_idx),label,opts); 

% Plot convergence
plot(FS.c); grid on; 
xlabel('Number of Iterations'); 
ylabel('Fitness Value'); 
title('WOA');

Requirement

MATLAB 2014 or above
Statistics and Machine Learning Toolbox

List of available wrapper feature selection methods

Note that the methods are altered so that they can be used in feature selection tasks
The extra parameters represent the parameter(s) other than population size and maximum number of iterations
Click on the name of method to view the extra parameter(s)
Use the opts to set the specific parameter(s)

No.	Abbreviation	Name	Year	Extra Parameters
43	`'mpa'`	Marine Predators Algorithm	2020	Yes
42	`'gndo'`	Generalized Normal Distribution Optimization	2020	No
41	`'sma'`	Slime Mould Algorithm	2020	No
40	`'mrfo'`	Manta Ray Foraging Optimization	2020	Yes
39	`'eo'`	Equilibrium Optimizer	2020	Yes
38	`'aso'`	Atom Search Optimization	2019	Yes
37	`'hgso'`	Henry Gas Solubility Optimization	2019	Yes
36	`'hho'`	Harris Hawks Optimization	2019	No
35	`'pfa'`	Path Finder Algorithm	2019	No
34	`'pro'`	Poor And Rich Optimization	2019	Yes
33	`'boa'`	Butterfly Optimization Algorithm	2018	Yes
32	`'epo'`	Emperor Penguin Optimizer	2018	Yes
31	`'tga'`	Tree Growth Algorithm	2018	Yes
30	`'abo'`	Artificial Butterfly Optimization	2017	Yes
29	`'ssa'`	Salp Swarm Algorithm	2017	No
28	`'wsa'`	Weighted Superposition Attraction	2017	Yes
27	`'sbo'`	Satin Bower Bird Optimization	2017	Yes
26	`'ja'`	Jaya Algorithm	2016	No
25	`'csa'`	Crow Search Algorithm	2016	Yes
24	`'sca'`	Sine Cosine Algorithm	2016	Yes
23	`'woa'`	Whale Optimization Algorithm	2016	Yes
22	`'alo'`	Ant Lion Optimizer	2015	No
21	`'hlo'`	Human Learning Optimization	2015	Yes
20	`'mbo'`	Monarch Butterfly Optimization	2015	Yes
19	`'mfo'`	Moth Flame Optimization	2015	Yes
18	`'mvo'`	Multiverse Optimizer	2015	Yes
17	`'tsa'`	Tree Seed Algorithm	2015	Yes
16	`'gwo'`	Grey Wolf Optimizer	2014	No
15	`'sos'`	Symbiotic Organisms Search	2014	No
14	`'fpa'`	Flower Pollination Algorithm	2012	Yes
13	`'foa'`	Fruitfly Optimization Algorithm	2012	No
12	`'ba'`	Bat Algorithm	2010	Yes
11	`'fa'`	Firefly Algorithm	2010	Yes
10	`'cs'`	Cuckoo Search Algorithm	2009	Yes
09	`'gsa'`	Gravitational Search Algorithm	2009	Yes
08	`'abc'`	Artificial Bee Colony	2007	Yes
07	`'hs'`	Harmony Search	-	Yes
06	`'de'`	Differential Evolution	1997	Yes
05	`'aco'`	Ant Colony Optimization	-	Yes
04	`'acs'`	Ant Colony System	-	Yes
03	`'pso'`	Particle Swarm Optimization	1995	Yes
02	`'ga'/'gat'`	Genetic Algorithm	-	Yes
01	`'sa'`	Simulated Annealing	-	Yes